- SIAM Student Seminar
- Friday, March 18, 2011 - 13:00 for 1 hour (actually 50 minutes)
- Skiles 246
- Tobias Hurth – School of Mathematics, Georgia Tech
We will study a simple dynamical system with two driving vector fields on the unit interval. The driving vector fields point to opposite directions, and we will follow the trajectory induced by one vector field for a random, exponentially distributed, amount of time before switching to the regime of the other one. Thanks to the simplicity of the system, we obtain an explicit formula for its invariant density. Basically exploiting analytic properties of this density, we derive versions of the law of large numbers, the central limit theorem and the large deviations principle for our system. If time permits, we will also discuss some ideas on how to prove existence of invariant densities, both in our one-dimensional setting and for more general systems with random switching. The talk will rely to a large extent on my Master's thesis I wrote last year under the guidance and supervision of Yuri Bakhtin.